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The working papers are a series of manuscripts in their draft form. Please do not quote without obtaining the author’s consent as these works are in their draft form. The view
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(96-11) / BLDSC - British Li...
This thesis studies the effect of index components changes on the stock prices of added and deleted ...
The working papers are a series of manuscripts in their draft form. Please do not quote without obta...
This paper examines the stock price and volume effects surrounding the announcement of constituent c...
This paper is aimed at evaluating the index effect for the Australian blue-chip and midcap indices u...
This paper investigates FTSE 100 index membership changes, which are determined quarterly by market ...
Using changes in the MSCI Standard Country Indices for 29 countries between 1998 and 2001, we docume...
The working papers are a series of manuscripts in their draft form. Please do not quote without obta...
The findings reported and the opinions expressed in this paper are those of the author(s), not of th...
The shares of companies added to (deleted from) closed-end indices such as the S&P 500 experienc...
helpful discussions relating to the topic. We also thank Mike Hemler, the discussant of th
This paper examines the effects of changes in the FTSE/ATHEX indices. The benefit of analyzing chang...
The positive price effect of index inclusion has been well-documented in the literature. The underly...
We investigate the impact of the Morgan Stanley Capital International change in index calculation on...
Using changes in the MSCI Standard Country Indices for 29 countries between 1998 and 2001, we docume...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(96-11) / BLDSC - British Li...
This thesis studies the effect of index components changes on the stock prices of added and deleted ...
The working papers are a series of manuscripts in their draft form. Please do not quote without obta...
This paper examines the stock price and volume effects surrounding the announcement of constituent c...
This paper is aimed at evaluating the index effect for the Australian blue-chip and midcap indices u...
This paper investigates FTSE 100 index membership changes, which are determined quarterly by market ...
Using changes in the MSCI Standard Country Indices for 29 countries between 1998 and 2001, we docume...
The working papers are a series of manuscripts in their draft form. Please do not quote without obta...
The findings reported and the opinions expressed in this paper are those of the author(s), not of th...
The shares of companies added to (deleted from) closed-end indices such as the S&P 500 experienc...
helpful discussions relating to the topic. We also thank Mike Hemler, the discussant of th
This paper examines the effects of changes in the FTSE/ATHEX indices. The benefit of analyzing chang...
The positive price effect of index inclusion has been well-documented in the literature. The underly...
We investigate the impact of the Morgan Stanley Capital International change in index calculation on...
Using changes in the MSCI Standard Country Indices for 29 countries between 1998 and 2001, we docume...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(96-11) / BLDSC - British Li...
This thesis studies the effect of index components changes on the stock prices of added and deleted ...
The working papers are a series of manuscripts in their draft form. Please do not quote without obta...
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